CME British Pound Future June 2022
| Trading Metrics calculated at close of trading on 31-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2022 |
31-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2604 |
1.2631 |
0.0027 |
0.2% |
1.2487 |
| High |
1.2667 |
1.2660 |
-0.0007 |
-0.1% |
1.2667 |
| Low |
1.2586 |
1.2561 |
-0.0025 |
-0.2% |
1.2472 |
| Close |
1.2626 |
1.2605 |
-0.0021 |
-0.2% |
1.2626 |
| Range |
0.0081 |
0.0099 |
0.0018 |
22.2% |
0.0195 |
| ATR |
0.0122 |
0.0120 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
77,187 |
149,912 |
72,725 |
94.2% |
419,069 |
|
| Daily Pivots for day following 31-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2906 |
1.2854 |
1.2659 |
|
| R3 |
1.2807 |
1.2755 |
1.2632 |
|
| R2 |
1.2708 |
1.2708 |
1.2623 |
|
| R1 |
1.2656 |
1.2656 |
1.2614 |
1.2633 |
| PP |
1.2609 |
1.2609 |
1.2609 |
1.2597 |
| S1 |
1.2557 |
1.2557 |
1.2596 |
1.2534 |
| S2 |
1.2510 |
1.2510 |
1.2587 |
|
| S3 |
1.2411 |
1.2458 |
1.2578 |
|
| S4 |
1.2312 |
1.2359 |
1.2551 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3173 |
1.3095 |
1.2733 |
|
| R3 |
1.2978 |
1.2900 |
1.2680 |
|
| R2 |
1.2783 |
1.2783 |
1.2662 |
|
| R1 |
1.2705 |
1.2705 |
1.2644 |
1.2744 |
| PP |
1.2588 |
1.2588 |
1.2588 |
1.2608 |
| S1 |
1.2510 |
1.2510 |
1.2608 |
1.2549 |
| S2 |
1.2393 |
1.2393 |
1.2590 |
|
| S3 |
1.2198 |
1.2315 |
1.2572 |
|
| S4 |
1.2003 |
1.2120 |
1.2519 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2667 |
1.2472 |
0.0195 |
1.5% |
0.0097 |
0.8% |
68% |
False |
False |
97,918 |
| 10 |
1.2667 |
1.2318 |
0.0349 |
2.8% |
0.0121 |
1.0% |
82% |
False |
False |
96,425 |
| 20 |
1.2667 |
1.2156 |
0.0511 |
4.1% |
0.0130 |
1.0% |
88% |
False |
False |
104,627 |
| 40 |
1.3164 |
1.2156 |
0.1008 |
8.0% |
0.0118 |
0.9% |
45% |
False |
False |
101,531 |
| 60 |
1.3294 |
1.2156 |
0.1138 |
9.0% |
0.0111 |
0.9% |
39% |
False |
False |
98,901 |
| 80 |
1.3630 |
1.2156 |
0.1474 |
11.7% |
0.0106 |
0.8% |
30% |
False |
False |
74,813 |
| 100 |
1.3737 |
1.2156 |
0.1581 |
12.5% |
0.0098 |
0.8% |
28% |
False |
False |
59,927 |
| 120 |
1.3737 |
1.2156 |
0.1581 |
12.5% |
0.0093 |
0.7% |
28% |
False |
False |
49,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3081 |
|
2.618 |
1.2919 |
|
1.618 |
1.2820 |
|
1.000 |
1.2759 |
|
0.618 |
1.2721 |
|
HIGH |
1.2660 |
|
0.618 |
1.2622 |
|
0.500 |
1.2611 |
|
0.382 |
1.2599 |
|
LOW |
1.2561 |
|
0.618 |
1.2500 |
|
1.000 |
1.2462 |
|
1.618 |
1.2401 |
|
2.618 |
1.2302 |
|
4.250 |
1.2140 |
|
|
| Fisher Pivots for day following 31-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2611 |
1.2610 |
| PP |
1.2609 |
1.2608 |
| S1 |
1.2607 |
1.2607 |
|